the LCD solution which is descriped under Concepts->MIDIbox Link->Introduction requires MIOS and the support for remote menu control by the application. Currently this is not natively supported by any application, but it’s already possible (by enhancing the source codes) and official support is planned for the future.
Btw.: the main reason why such features are not provided by the old firmwares are limitations of the PIC16F architecture. The “caller stack” has only a depth of 8, therefore it’s very difficult (or dangerous -> buffer overrun) to call “button functions” from a “MIDI function”, etc.
However, with PIC18F these limitations are much more relaxed.